i*u
发帖数: 299 | 1 Commodities were strengthening led by strong performance in crude oil, the
GSCI made its best weekly gain in 2012. Meantime stocks and bonds finished
almost flat for the week; stock traded with extremely low volume since the
rally started in December (excluding the holidays session). Housing data
resulted mixed in January on both existing home sales (4.57m vs. 4.70m est.)
and new home sales (342k vs. 315k est.). University of Michigan consumer
sentiment reached its 52weeks high as employment continued to improve. The
short-term Treasury yields buoyed by optimistic economic data, the 2yrs note
rate traded at its 6months high. Plenty of important economic data are
announcing next week, investors will be focusing on the consumer confidence,
Chicago PMI and the ISM manufacturing index.
Technical Highlights:
• Price of crude oil lifted commodities; Stocks traded at its lowest
weekly volume since the rally started.
• Equity trend unchanged as momentum weakened across major indices.
• Energy stocks benefited from crude oil; the sector outperformed
the market in the second consecutive weeks.
• Historical returns continued to bias toward energy stocks; other
sectors have upside exposure but they should be traded cautiously due to
downside potential.
• The yields curve was trading at its three months high; the 2yr
note rate bounded back at its 200day moving average, which becomes a major
resistance looking forward.
read more at...
http://www.alpbeta.com/p/plus.html
or
http://plus.alpbeta.com/report/201208.pdf |
s**********v
发帖数: 1379 | 2 thanks for sharing!
.)
note
confidence,
【在 i*u 的大作中提到】
: Commodities were strengthening led by strong performance in crude oil, the
: GSCI made its best weekly gain in 2012. Meantime stocks and bonds finished
: almost flat for the week; stock traded with extremely low volume since the
: rally started in December (excluding the holidays session). Housing data
: resulted mixed in January on both existing home sales (4.57m vs. 4.70m est.)
: and new home sales (342k vs. 315k est.). University of Michigan consumer
: sentiment reached its 52weeks high as employment continued to improve. The
: short-term Treasury yields buoyed by optimistic economic data, the 2yrs note
: rate traded at its 6months high. Plenty of important economic data are
: announcing next week, investors will be focusing on the consumer confidence,
|
i*u
发帖数: 299 | 3 you are welcome.
【在 s**********v 的大作中提到】
: thanks for sharing!
:
: .)
: note
: confidence,
|
q********u
发帖数: 15519 | |
c*******o
发帖数: 1722 | 5 能不能简单说一下你那个RSMC.
.)
note
confidence,
【在 i*u 的大作中提到】
: Commodities were strengthening led by strong performance in crude oil, the
: GSCI made its best weekly gain in 2012. Meantime stocks and bonds finished
: almost flat for the week; stock traded with extremely low volume since the
: rally started in December (excluding the holidays session). Housing data
: resulted mixed in January on both existing home sales (4.57m vs. 4.70m est.)
: and new home sales (342k vs. 315k est.). University of Michigan consumer
: sentiment reached its 52weeks high as employment continued to improve. The
: short-term Treasury yields buoyed by optimistic economic data, the 2yrs note
: rate traded at its 6months high. Plenty of important economic data are
: announcing next week, investors will be focusing on the consumer confidence,
|
i*u
发帖数: 299 | 6 太长，麻烦你看一下网址吧，嘿嘿。
http://www.alpbeta.com/search/label/Technical%20Innovations
【在 c*******o 的大作中提到】
: 能不能简单说一下你那个RSMC.
:
: .)
: note
: confidence,
|
c*******o
发帖数: 1722 | 7 我就想知道一下大概意思，你能用3句话总结一下不？
太长，看着麻烦。
【在 i*u 的大作中提到】
: 太长，麻烦你看一下网址吧，嘿嘿。
: http://www.alpbeta.com/search/label/Technical%20Innovations
|
i*u
发帖数: 299 | 8 This model is based on market rotation, where investors reallocate their
cash into the defensive stocks (staple, healthcare and utility) for stable
dividend income when market is in a correction mode. During the pre-
correction phase the correlation between defensives and the general market
tends to change. The RSMC is used to capture this change in the stock price
relative to the market, and to signal when fund flow into these sectors.
【在 c*******o 的大作中提到】
: 我就想知道一下大概意思，你能用3句话总结一下不？
: 太长，看着麻烦。
|
c*******o
发帖数: 1722 | 9 谢谢，听上去有道理。
price
【在 i*u 的大作中提到】
: This model is based on market rotation, where investors reallocate their
: cash into the defensive stocks (staple, healthcare and utility) for stable
: dividend income when market is in a correction mode. During the pre-
: correction phase the correlation between defensives and the general market
: tends to change. The RSMC is used to capture this change in the stock price
: relative to the market, and to signal when fund flow into these sectors.
|
